A convex analytic approach to Markov decision processes

JOURNAL ARTICLE published August 1988 in Probability Theory and Related Fields

Authors: Vivek S. Borkar

Convex Analytic Methods in Markov Decision Processes

BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science

Authors: Vivek S. Borkar

The Heckman–Opdam Markov processes

JOURNAL ARTICLE published July 2007 in Probability Theory and Related Fields

Authors: Bruno Schapira

Markov processes on partitions

JOURNAL ARTICLE published May 2006 in Probability Theory and Related Fields

Authors: Alexei Borodin | Grigori Olshanski

On eigenfunctions of Markov processes on trees

JOURNAL ARTICLE published November 2008 in Probability Theory and Related Fields

Authors: Laurent Miclo

The winding of stationary Gaussian processes

JOURNAL ARTICLE published October 2018 in Probability Theory and Related Fields

Research funded by European Research Council (FP7/2007-2013) | National Science Foundation (Mathematical Sciences Postdoctoral Research Fellow) | United States-Israel Binational Science Foundation (2012037)

Authors: Jeremiah Buckley | Naomi Feldheim

Asymptotic separation for independent trajectories of Markov processes

JOURNAL ARTICLE published January 2001 in Probability Theory and Related Fields

Authors: Alexander Grigor'yan | Mark Kelbert

The structure of the local time of Markov processes indexed by Lévy trees

JOURNAL ARTICLE published 8 April 2024 in Probability Theory and Related Fields

Authors: Armand Riera | Alejandro Rosales-Ortiz

Crossing estimates for symmetric Markov processes

JOURNAL ARTICLE published May 2001 in Probability Theory and Related Fields

Authors: Z.-Q. Chen | P.J. Fitzsimmons | R. Song

Markov processes of infinitely many nonintersecting random walks

JOURNAL ARTICLE published April 2013 in Probability Theory and Related Fields

Authors: Alexei Borodin | Vadim Gorin

One-point extensions of Markov processes by darning

JOURNAL ARTICLE published May 2008 in Probability Theory and Related Fields

Authors: Zhen-Qing Chen | Masatoshi Fukushima

Transportation-information inequalities for Markov processes

JOURNAL ARTICLE published July 2009 in Probability Theory and Related Fields

Authors: Arnaud Guillin | Christian Léonard | Liming Wu | Nian Yao

Multi-self-similar Markov processes on ℝ+ n and their Lamperti representations

JOURNAL ARTICLE published May 2003 in Probability Theory and Related Fields

Authors: Martin Jacobsen | Marc Yor

Some new examples of Markov processes which enjoy the time-inversion property

JOURNAL ARTICLE published May 2005 in Probability Theory and Related Fields

Authors: Léonard Gallardo | Marc Yor

Convex bodies and norms associated to convex measures

JOURNAL ARTICLE published May 2010 in Probability Theory and Related Fields

Authors: Sergey G. Bobkov

Future independent times and Markov chains

JOURNAL ARTICLE published March 1988 in Probability Theory and Related Fields

Authors: Hermann Thorisson

An analytic approach to existence and uniqueness for martingale problems in infinite dimensions

JOURNAL ARTICLE published October 2000 in Probability Theory and Related Fields

Authors: Lorenzo Zambotti

Perturbation of symmetric Markov processes

JOURNAL ARTICLE published January 2008 in Probability Theory and Related Fields

Authors: Z. -Q. Chen | P. J. Fitzsimmons | K. Kuwae | T. -S. Zhang

The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach

JOURNAL ARTICLE published September 2012 in Advances in Applied Probability

Authors: François Dufour | M. Horiguchi | A. B. Piunovskiy

Scaling limits of multi-type Markov Branching trees

JOURNAL ARTICLE published 31 May 2021 in Probability Theory and Related Fields

Authors: Bénédicte Haas | Robin Stephenson